<p>
    Pairs trading is holding one stock while simultaneously shorting another stock, typically in an attempt to profit
    from the convergence of the spread between these two stocks. One method of execution is to apply a Kalman Filter,
    which we have implemented in this <a href="https://www.quantconnect.com/forum/discussion/6826/from-research-to-production-kalman-filters-and-pairs-trading/p1">post</a>.
    However, today, we will model the portfolio values of holding positions in
    a pair of stocks as an Ornstein-Uhlenbeck (OU) process in order to derive the optimal values to enter and liquidate
    the position in the pair of stocks. Let (<em>number</em>) refer to the corresponding equation in the given paper, which can
    be found under the References section. For example, (2.1) refers to equation 2.1 in the paper.
</p>
